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Working Papers

Process Intangibles and Agency Conflicts (with Hui Chen, Ali Kakhbod, and Hao Xing)

Intangible Investment, Displacement Risk, and the Value Discount 

Identification of Factor Risk Premia (with Peter G. Hansen)

Code: Here

Semi-Parametric Estimation of Factor Risk Premia

Returns to Active Management: The Case of Hedge Funds (with Ergys Islamaj)

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